You should get a link to Gameoptions when you install. I just re-ran the 2017 CD version which is the same for the physical CD or the DL_"CD". There should be a shortcut created on your desktop that is labelled "winSPWW2 V10"

The alternative is to open the game folder, find WW2GameOptions.exe and create a shortcut to your desktop or pin it to your taskbar